1 Simulation II Main Paper
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1.1 Value Function
1.2 Matern 5/2 (n=500)
1.2.1 Estimated Value Function
1.2.2 Interpolating
1.2.3 Homoskedastic
1.2.4 Heteroskedastic
2 Simulation III Main Paper
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2.1 Value Function
2.2 Matern 5/2 (n=500)
2.2.1 Estimated Value Function
2.2.2 Interpolating
2.2.3 Homoskedastic
2.2.4 Heteroskedastic
3 Simulation II Appendix
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3.1 Matern 5/2 (n=1000)
3.1.1 Estimated Value Function
3.1.2 Interpolating
3.1.3 Homoskedastic
3.1.4 Heteroskedastic
3.2 Matern 5/2 Heteroskedastic (n=1000)
3.2.1 Estimated Value Function
3.2.2 Interpolating Model
3.2.3 Homoskedastic Model
3.2.4 Heteroskedastic Model
3.2.5 Residuals
3.3 Matern 3/2 (n=1000)
3.3.1 Interpolating
3.3.2 Homoskedastic
3.3.3 Heteroskedastic
3.4 Matern 5/2 (n=1000) Log-Normal
3.4.1 Interpolating
3.4.2 Homoskedastic
3.4.3 Heteroskedastic
4 Simulation III Appendix
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4.1 Estimated Value Function
4.2 Matern 5/2 (n=1000)
4.2.1 Interpolating
4.2.2 Homoskedastic
4.2.3 Heteroskedastic
4.3 Matern 3/2 (n=1000)
4.3.1 Interpolating
4.3.2 Homoskedastic
4.3.3 Heteroskedastic
4.4 Matern 5/2; Log-Normal Prior (n=1000)
4.4.1 Interpolating
4.4.2 Homoskedastic
4.4.3 Heteroskedastic
5 Case Study
5.1 Value Surface
5.1.1 Estimated Value Function Using Normalized IPW
(#fig:unnamed-chunk-3)Estimated value of regime using normalized IPW
5.1.2 value Surface using MSM
(#fig:unnamed-chunk-4)Estimated value surface of regime using quadratic MSM and scatter plot of normalized IPW estimates.
5.2 Matern 5/2 GP Graphics
5.2.1 Interpolating GP
(#fig:unnamed-chunk-5)Estimated value of regime using interpolating GP after an additional 25 sampled points
5.2.2 Homoskedastic GP
(#fig:unnamed-chunk-6)Estimated value of regime using homoskedastic GP after an additional 25 sampled points
5.2.3 Heteroskedstic GP
(#fig:unnamed-chunk-7)Estimated value of regime using heteroskedastic GP after an additional 25 sampled points
5.3 Matern 3/2 GP Graphics
5.3.1 Interpolating GP
(#fig:unnamed-chunk-8)Estimated value of regime using interpolating GP after an additional 25 sampled points
5.3.2 Homoskedastic GP
(#fig:unnamed-chunk-9)Estimated value of regime using homoskedastic GP after an additional 25 sampled points
5.3.3 Heteroskedastic GP
(#fig:unnamed-chunk-10)Estimated value of regime using homoskedastic GP after an additional 25 sampled points
5.4 Matern 5/2 Covariance; Log Normal Prior
5.4.1 Interpolating GP
(#fig:unnamed-chunk-11)Estimated value of regime using interpolating GP after an additional 25 sampled points
(#fig:unnamed-chunk-11)Estimated value of regime using interpolating GP after an additional 25 sampled points
5.4.2 Homoskedastic GP
(#fig:unnamed-chunk-12)Estimated value of regime using homoskedastic GP after an additional 25 sampled points
(#fig:unnamed-chunk-12)Estimated value of regime using homoskedastic GP after an additional 25 sampled points
5.4.3 Heteroskedastic GP
(#fig:unnamed-chunk-13)Estimated value of regime using homoskedastic GP after an additional 25 sampled points
(#fig:unnamed-chunk-13)Estimated value of regime using homoskedastic GP after an additional 25 sampled points